Measuring risk for income streams (Q2574064): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Ruszczyński, Andrzej / rank
Normal rank
 
Property / author
 
Property / author: Ruszczyński, Andrzej / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59255091 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10589-005-2058-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2048109340 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit risk optimization with conditional Value-at-Risk criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent multiperiod risk adjusted values and Bellman's principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194725 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3943431 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4251860 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to financial optimization: Mathematical programming special issue / rank
 
Normal rank
Property / cites work
 
Property / cites work: From stochastic dominance to mean-risk models: Semideviations as risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On consistency of stochastic dominance and mean-semideviation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724706 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:01, 11 June 2024

scientific article
Language Label Description Also known as
English
Measuring risk for income streams
scientific article

    Statements

    Measuring risk for income streams (English)
    0 references
    0 references
    0 references
    16 November 2005
    0 references
    dynamic risk measure
    0 references
    multistage stochastic programming
    0 references
    multiperiod mean-risk models
    0 references
    value of perfect information
    0 references
    conditional value at risk
    0 references

    Identifiers